API product integration?

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I'm completely new to coding, but I need to integrate a lot of products into my store (10,000+). Would it be possible for someone to explain to me how to do this via API? or just in general? I went to the import products page but the CSV is not reading correctly. I don't know how to change it and I'm scared I'll mess it up. The file I was given is XML and I have API access. A step-by-step guide would be fantastic because I'm so lost.

Any help is very much appreciated! Thank you!